Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.2: Asset-Backed Commercial Paper (ABCP) Multi-Seller

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 5045.76 Day 39 No 153.37 <7 Days N-1 5963.38 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21560.74 Day 39 Yes 1053.44 7-30 Days N-2 22141.27 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29199.38 Day 39 Yes 2195.96 31-90 Days N-3 31431.04 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 702.28 Day 39 Yes 63.65 91-180 Days N-4 635.00 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 34237.75 Day 39 No 168.25 7-30 Days N-5 31492.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36262.91 Day 39 Yes 3131.38 91-180 Days N-6 39052.24 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 25093.82 Day 39 Yes 1999.78 7-30 Days N-7 22111.32 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 34809.31 Day 39 Yes 1952.66 <7 Days P-1 40004.04 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 38045.47 Day 39 No 2199.14 91-180 Days P-2 38605.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 22136.38 Day 39 Yes 1254.40 91-180 Days S-8 18542.59 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21108.28 Day 39 Yes 5.56 91-180 Days Y-1 19827.88 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 5513.89 Day 39 No 357.42 <7 Days Y-2 6582.23 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21793.79 Day 39 Yes 1917.82 91-180 Days Y-3 25195.59 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 20774.77 Day 39 Yes 1188.79 91-180 Days Y-4 17268.52 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 4702.39 Day 39 Yes 290.48 <7 Days Z-1 4869.62 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 28861.06 Day 39 Yes 219.32 91-180 Days A-2 32252.38 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 39200.12 Day 39 No 3268.39 91-180 Days A-3 42503.40 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 20323.89 Day 39 No 748.57 7-30 Days A-4 19325.80 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24980.44 Day 39 Yes 274.89 91-180 Days A-5 21553.44 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 10928.34 Day 39 Yes 766.68 31-90 Days CB-1 9950.20 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37192.79 Day 39 Yes 2450.73 31-90 Days CB-2 41352.20 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 7753.40 Day 39 No 412.65 7-30 Days CB-3 7816.73 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17757.63 Day 39 No 1203.66 <7 Days E-1 18840.16 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 8709.70 Day 39 Yes 226.98 <7 Days E-2 8769.06 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38932.52 Day 39 No 3059.86 31-90 Days G-1 45991.05 Full Yes Liberty Mortgage Services Corp. Trading